+3,041.8%
RSG vs PFG
+1,015.3%
+2,026.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | +0.3% | +5.5% | -5.3% | -1.0% |
| 30D | +7.6% | +2.4% | +5.2% | +6.9% |
| 3M | +7.4% | +13.6% | -6.1% | +4.1% |
| 6M | -3.3% | +27.9% | -31.2% | -9.0% |
| YTD | +6.0% | +35.6% | -29.5% | -1.8% |
| 1Y | -3.7% | +48.5% | -52.1% | -12.8% |
| 3Y | +59.1% | +66.9% | -7.8% | +38.4% |
| 5Y | +89.0% | +111.0% | -21.9% | +52.9% |
| 10Y | +412.5% | +244.5% | +168.0% | +250.8% |
| All | +3,041.8% | +1,015.3% | +2,026.5% | +1,338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling